I just lower their HP as much as possible, toss a ball and hope it's a critical capture. I also like using just plain Poke Balls, I'm not sure why lol. I even caught my Latias in White 2 in a Poke Ball and I'm rather proud of that o: I caught Reshiram in a Premier Ball, too.

As for technique, if it's a legendary I usually get all fancy with the status inducers and False Swipe.